BPCE - 2019 RISK REPORT Pillar III
5
CREDIT RISKS
DETAILED QUANTITATIVE DISCLOSURES
TABLE 41 – CREDIT RISK MITIGATION TECHNIQUES
12/31/2019
Exposures secured by financial guarantees
Exposures secured by credit derivatives
Exposures unsecured – Carrying amount
Exposures secured by collateral
o/w hedged amount
o/w hedged amount
o/w hedged amount
in millions of euros
Central governments or central banks
114,442 11,385 128,745 126,392 14,851 395,815 80,136 48,055 16,838
2,154
571 590
31 45
31 45
- -
- -
Institutions Corporates
590
51,671 272,334
48,823 258,735
5,952 2,873
5,743 1,846
1,263
1,263
Retail
- -
- -
Equity exposures
-
-
-
-
Total IRB approach
326,749
308,719
8,900
7,664
1,263
1,263
Central governments or central banks Regional governments or local authorities
501
0
27
- -
- - - - - - - - - - - - - - - -
- - - - - - - - - - - - - - - -
2,741 4,203
2,401 3,767
-
Public sector entities
99
64
Multilateral development banks International organizations
182 982
- -
- -
- -
- -
Institutions Corporates
13,076 71,538 23,543
552
552
9
7
28,780
22,458
4,617
3,945
Retail
1,151
876
173
53
Secured by mortgages on immovable property
3,197 1,674 5,110
64,201
62,224
1
1
Exposures in default
3,147 4,521
2,830 4,458
65
58
Items associated with particularly high risk
155
128
Covered bonds
232
-
-
-
-
Claims on institutions and corporates with a short-term credit assessment
496 737
- - - -
- - - -
- - - -
- - - -
Collective investment undertakings
Equity exposures Other exposures
22
7,133
Total standardized approach
272,954 668,768
109,796 436,545
99,566 408,286
5,144
4,256
-
-
TOTAL
14,044
11,920
1,263
1,263
116
RISK REPORT PILLAR III 2019 | GROUPE BPCE
www.groupebpce.com
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